CME Australian Dollar Future September 2010

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	0.9001	0.8903	-0.0098	-1.1%	0.8852
High	0.9019	0.8942	-0.0077	-0.9%	0.8985
Low	0.8902	0.8847	-0.0055	-0.6%	0.8743
Close	0.8924	0.8868	-0.0056	-0.6%	0.8974
Range	0.0117	0.0095	-0.0022	-18.8%	0.0242
ATR	0.0118	0.0116	-0.0002	-1.4%	0.0000
Volume	60,491	104,912	44,421	73.4%	507,036

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9171	0.9114	0.8920
R3	0.9076	0.9019	0.8894
R2	0.8981	0.8981	0.8885
R1	0.8924	0.8924	0.8877	0.8905
PP	0.8886	0.8886	0.8886	0.8876
S1	0.8829	0.8829	0.8859	0.8810
S2	0.8791	0.8791	0.8851
S3	0.8696	0.8734	0.8842
S4	0.8601	0.8639	0.8816

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9627	0.9542	0.9107
R3	0.9385	0.9300	0.9041
R2	0.9143	0.9143	0.9018
R1	0.9058	0.9058	0.8996	0.9101
PP	0.8901	0.8901	0.8901	0.8922
S1	0.8816	0.8816	0.8952	0.8859
S2	0.8659	0.8659	0.8930
S3	0.8417	0.8574	0.8907
S4	0.8175	0.8332	0.8841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9019	0.8743	0.0276	3.1%	0.0118	1.3%	45%	False	False	94,711
10	0.9035	0.8743	0.0292	3.3%	0.0112	1.3%	43%	False	False	96,918
20	0.9183	0.8743	0.0440	5.0%	0.0108	1.2%	28%	False	False	93,440
40	0.9183	0.8382	0.0801	9.0%	0.0115	1.3%	61%	False	False	96,138
60	0.9183	0.8000	0.1183	13.3%	0.0125	1.4%	73%	False	False	93,593
80	0.9183	0.7970	0.1213	13.7%	0.0138	1.6%	74%	False	False	70,716
100	0.9230	0.7970	0.1260	14.2%	0.0130	1.5%	71%	False	False	56,639
120	0.9230	0.7970	0.1260	14.2%	0.0119	1.3%	71%	False	False	47,217

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9346
2.618	0.9191
1.618	0.9096
1.000	0.9037
0.618	0.9001
HIGH	0.8942
0.618	0.8906
0.500	0.8895
0.382	0.8883
LOW	0.8847
0.618	0.8788
1.000	0.8752
1.618	0.8693
2.618	0.8598
4.250	0.8443

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	0.8895	0.8924
PP	0.8886	0.8905
S1	0.8877	0.8887

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols